Results 241 to 250 of about 177,318 (256)

Loss given default models incorporating macroeconomic variables for credit cards

International Journal of Forecasting, 2012
Tony Bellotti, Jonathan Crook
exaly  

Incorporating Collateral Value Uncertainty in Loss Given Default Estimates and Loan-to-value Ratios

European Financial Management, 2003
Esa Jokivuolle
exaly  

A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans

Sustainability, 2023
exaly  

Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default

International Journal of Financial Studies, 2020
Giuseppe Orlando, Roberta Pelosi, Orlando Giuseppe   +2 more
exaly  

Fuzzy decision fusion approach for loss-given-default modeling

European Journal of Operational Research, 2017
Abdolreza Nazemi, Frank J Fabozzi
exaly  

Implied market loss given default

2008
This thesis focuses on the key credit risk parameter - Loss Given Default (LGD). We describe its general properties and determinants with respect to seniority of debt, characteristics of debtors or macroeconomic conditions, and discuss its role in Basel II framework. Further, we illustrate how the LGD can be extracted from market observable information
openaire   +3 more sources

Prediction of Loss Given Default

2015
openaire   +1 more source

Loss Given Default (LGD)

2008
openaire   +1 more source

A logistic regression point of view toward loss given default distribution estimation

Quantitative Finance, 2018
Ruey-Ching Hwang, Chih-Kang Chu
exaly  

Loss given default adjusted workout processes for leases

Journal of Banking and Finance, 2018
Eugen Töws
exaly